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Definition of Bandwidth

From Econterms, for About.com

Definition: In kernel estimation, a scalar argument to the kernel function that determines what range of the nearby data points will be heavily weighted in making an estimate. The choice of bandwidth represents a tradeoff between bias (which is intrinsic to a kernel estimator, and which increases with bandwidth), and variance of the estimates from the data (which decreases with bandwidth).

Cross-validation is one way to choose the bandwidth as a function of the data.

Has a variety of similar definitions in spectral analysis. Generally, a bandwidth is some way of defining the range of frequencies that will be included by the estimation process. In some estimations it is an argument to the estimation process.

(Econterms)

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About.Com Resources on Bandwidth:
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Writing a Term Paper? Here are a few starting points for research on Bandwidth:

Books on Bandwidth:

  • Hardle, Wolfgang.. 1990. Applied Nonparametric Regression. Cambridge University Press: Econometric Society Monograph.
Journal Articles on Bandwidth:
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